Saddle point approximation approaches for two-stage robust optimization problems
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Publication:2022185
DOI10.1007/s10898-019-00836-4zbMath1465.90058OpenAlexW2979472316WikidataQ127066716 ScholiaQ127066716MaRDI QIDQ2022185
Publication date: 28 April 2021
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-019-00836-4
saddle point problemmirror descent algorithmtwo-stage robust optimizationrandomized approachpiecewise linear decision rule
Minimax problems in mathematical programming (90C47) Approximation methods and heuristics in mathematical programming (90C59) Robustness in mathematical programming (90C17)
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